Police said they are examining it to see if it is authentic, and were refusing to give any details of its contents, citing the ongoing probe.

There are reports that it mentions the Christmas market truck attack in Berlin and Germany's anti-IS role.

According to Suddeutsche Zeitung and German press agency Dpa, a letter found near the scene referred to 2016's attack on a Berlin market which was carried out by a Daesh-inspired terrorist and the fact that German surveillance aircraft are being used in Syria.

The letter reportedly written in German began: "In the Name of Allah, Most Gracious, Most Merciful."

Another suspicious object found at the scene turned out to be rubbish.

Police officers and firefighters stand outside the Dortmund team bus after it was damaged

Police would not give any further details such as what language the letter was written in or if it explained why Dortmund was the target.

The explosives used have been described as "serious" by police.

Police spokeswoman Nina Vogt told ZDF television that "of course our investigations have to go in all directions to begin with". She said the direction of the probe remains "open".

And German tabloid Bild reported on Tuesday night that investigators believe they were a special form of "pipe bombs".

Could it be terrorism?

While the motive remains unclear, the incident inevitably revived memories of the November 2015 terror attacks in Paris that targeted venues including the Stade de France where France were playing Germany in a friendly.

And last December a deadly truck attack at a Berlin Christmas market killed 12 people.

German police say they are investigating "in all directions" after the three explosions.

A window of Dortmund's team bus was damaged in the explosions

Bild newspaper also reported that police were on the lookout for a car with a "foreign licence plate".

"The risk of a terrorist attack is not new today," Dortmund police chief Gregor Lange said.

"We have been preparing for this for a long time. I do not want to suggest that this was a terrorist attack.

"All that is still being investigated. We want to be careful. It is being investigated very professionally."

Terrorism expert Davis Lewin told Bild that the explosive devices appeared to have been "quite weak".

"That doesn't really fit in with the strategy of Islamist attacks, which until now have gone for large numbers of victims such as in the (truck) attacks in Nice and Berlin," he said.

"On the other hand, terror organisations like ISIS have called upon their followers to go out with home-made bombs.

"It wouldn't be the first time that something didn't work out the way it was planned.

"It's just too early to tell what's behind this attack."

What will it mean for the final in Cardiff?

A £1.4m grant has been given towards paying for the huge security operation for the Champions League final being held in Cardiff.